-4.5%
CRS vs IBN
+4.2%
-8.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.3% | -2.8% |
| 7D | +4.3% | +8.9% | -4.6% | +1.3% |
| 30D | -25.5% | +12.6% | -38.1% | -28.9% |
| 3M | -48.7% | +3.1% | -51.8% | -49.3% |
| 6M | -31.6% | +20.6% | -52.2% | -37.0% |
| YTD | -7.0% | +5.8% | -12.8% | -16.5% |
| 1Y | -4.5% | +3.7% | -8.2% | -14.7% |
| All | -4.5% | +4.2% | -8.7% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IBN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling